+20.8%
MUB vs RY
+360.6%
-339.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | +0.7% | -0.9% | +1.6% | +0.8% |
| 30D | +4.4% | +5.9% | -1.5% | +3.9% |
| 3M | -0.2% | -4.3% | +4.1% | +0.1% |
| 6M | -0.6% | +12.1% | -12.7% | -1.4% |
| YTD | +0.3% | +20.3% | -19.9% | -1.0% |
| 1Y | +0.8% | +41.0% | -40.2% | -1.7% |
| 3Y | +12.0% | +157.5% | -145.5% | +4.4% |
| 5Y | +3.4% | +123.2% | -119.7% | -2.8% |
| All | +20.8% | +360.6% | -339.8% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling